This study compares the effectiveness of short-term individual cognitive behavioral therapy (CBT), psychological educational training, and pharmacological treatment without psychotherapy in reducing levels of depression and stress among foreign medical students from African countries. Methods: The study included 71 first- to third-year students from various African countries. The participants were divided into three groups according to treatment tactics: 1) CBT; 2) pharmacological treatment with SSRI group antidepressants; 3) psychoeducational training. Before and after treatment, levels of depression (Beck Depression Inventory) and stress (PSM-25) were measured. Treatment satisfaction was assessed using a Likert scale. Results: Psychotherapy was significantly more effective than pharmacological treatment and psychoeducational training in reducing levels of depression (p≤0.01) and stress (p≤0.01). There were no significant differences between pharmacological treatment and training. Satisfaction with psychotherapy was higher than with pharmacological treatment (p≤0.01). Conclusions: Short-term individual CBT is more effective than pharmacological treatment and psychoeducational training in reducing symptoms of depression and stress among foreign medical students from Africa. Commitment to non-pharmacological methods and their subjective evaluation are higher than that for pharmacotherapy with antidepressants.